First Trust Market Risk Adjusted Performance
| RBLD Etf | | | USD 82.35 -0.16 -0.19% |
The Market Risk Adjusted Performance technical lookup provides context for First Trust Exchange Traded and related instruments. Coverage depends on data availability and normalization;
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Your Equity Center provides context for diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This reflects a position in First Trust Exchange Traded in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
First Trust Exchange Traded has current Market Risk Adjusted Performance of 0.1838.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1838 | |
| ER[a] | = | Expected return on investing in First Trust |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
First Trust Market Risk Adjusted Performance Peers Comparison
First Market Risk Adjusted Performance Relative To Other Indicators
First Trust Exchange Traded is regarded as the highest-ranked etf in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
24.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for First Trust Exchange Traded is roughly
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